QuantLib_ForwardRate (3) - Linux Man Pages

QuantLib_ForwardRate: Forward-curve traits.

NAME

QuantLib::ForwardRate - Forward-curve traits.

SYNOPSIS


#include <ql/termstructures/yield/bootstraptraits.hpp>

Public Types


typedef BootstrapHelper< YieldTermStructure > helper

Static Public Member Functions


static Date initialDate (const YieldTermStructure *c)

static Rate initialValue (const YieldTermStructure *)

static bool dummyInitialValue ()

static Rate initialGuess ()

static Rate guess (const YieldTermStructure *c, const Date &d)

static Rate minValueAfter (Size, const std::vector< Real > &)

static Rate maxValueAfter (Size, const std::vector< Real > &)

static void updateGuess (std::vector< Rate > &data, Rate forward, Size i)

static Size maxIterations ()

Detailed Description

Forward-curve traits.

Author

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